If i want to estimate a Model with all independent variables in first difference including the lag of dependent Variable then what will be the gmm Stata Command?Is it equivalent to say that i have no strictly exogenous variable to be estimated?
this website may help:
http://phd-inceif.blogspot.my/search/label/Panel
ivregress gmm yvar exogXVarlist (endogXVarlist = otherInstruments), vce(robust) first
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